+1,120.0%
MPC vs STLD
+1,105.0%
+15.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.1% |
| 7D | +5.4% | +3.1% | +2.3% | +3.8% |
| 30D | +31.0% | -9.0% | +40.0% | +36.2% |
| 3M | +46.0% | -12.4% | +58.4% | +53.4% |
| 6M | +77.3% | +25.5% | +51.8% | +54.5% |
| YTD | +141.9% | +43.6% | +98.3% | +96.3% |
| 1Y | +120.9% | +87.2% | +33.7% | +55.3% |
| 3Y | +182.7% | +135.2% | +47.5% | +70.2% |
| 5Y | +646.4% | +290.9% | +355.6% | +210.9% |
| All | +1,120.0% | +1,105.0% | +15.0% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling